+123.8%
STX vs GLD
+2.5%
+121.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.7% | -11.8% | -10.5% |
| 7D | -20.2% | -0.3% | -19.9% | -20.1% |
| 30D | -37.2% | -1.9% | -35.3% | -36.4% |
| 3M | -34.1% | -0.4% | -33.6% | -35.0% |
| 6M | -24.5% | -10.2% | -14.3% | -19.5% |
| YTD | +102.9% | -6.0% | +109.0% | +106.9% |
| 1Y | +123.8% | +2.8% | +121.0% | +87.5% |
| All | +123.8% | +2.5% | +121.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling